Unit and fractional roots in the presence of abrupt changes with an application to the brazilian inflation rate

Luis A. Gil-Alanaa ()
Authors registered in the RePEc Author Service: Luis Alberiko Gil-Alana

Empirical Economics, 2005, vol. 30, issue 1, 193-207

Keywords: Long memory; Fractional integration; C22 (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (4)

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Working Paper: Unit and fractional roots in the presence of abrupt changes with an application to the Brazilian inflation rate (2001)
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DOI: 10.1007/s00181-004-0228-2

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